Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.555623 0.622421 0.697358 0.788313 0.896620 1.022607 1.181947
2024-12-08 00:00:00+00:00 0.460159 0.539134 0.633625 0.756823 0.915986 1.118730 1.403461
2024-12-15 00:00:00+00:00 0.415287 0.504530 0.617115 0.773148 0.989866 1.290250 1.757872
2024-12-22 00:00:00+00:00 0.387302 0.485458 0.615159 0.805097 1.087397 1.512333 2.248107
2024-12-29 00:00:00+00:00 0.359188 0.461808 0.602691 0.818865 1.159794 1.713077 2.774448
2025-01-05 00:00:00+00:00 0.334743 0.439810 0.588884 0.827259 1.224023 1.915275 3.383608
2025-01-12 00:00:00+00:00 0.310603 0.415385 0.568152 0.821059 1.262072 2.080704 3.994519
2025-01-19 00:00:00+00:00 0.283030 0.383268 0.532261 0.785181 1.241609 2.130565 4.372717
2025-01-26 00:00:00+00:00 0.269329 0.370407 0.524322 0.794033 1.302843 2.359241 5.321096
2025-02-02 00:00:00+00:00 0.257625 0.359436 0.518002 0.804374 1.368388 2.616886 6.532623
2025-02-09 00:00:00+00:00 0.243720 0.343870 0.502638 0.796359 1.395462 2.794733 7.640458
2025-02-16 00:00:00+00:00 0.233482 0.333265 0.494397 0.800146 1.447663 3.052291 9.289507
2025-02-23 00:00:00+00:00 0.216663 0.311408 0.466108 0.764203 1.410299 3.072398 10.046999
2025-03-02 00:00:00+00:00 0.202126 0.292385 0.441287 0.732378 1.377301 3.097386 10.892003
2025-03-09 00:00:00+00:00 0.196277 0.287226 0.440093 0.746925 1.455037 3.478322 14.189132
2025-03-16 00:00:00+00:00 0.193129 0.286268 0.446111 0.776687 1.576526 4.059353 20.190280
2025-03-23 00:00:00+00:00 0.187760 0.281150 0.444104 0.789355 1.657932 4.552700 27.390362
2025-03-30 00:00:00+00:00 0.182137 0.275213 0.440056 0.797063 1.728251 5.050416 37.244527
2025-04-06 00:00:00+00:00 0.175233 0.266623 0.430344 0.791012 1.758937 5.408856 47.937939
2025-04-13 00:00:00+00:00 0.165477 0.252513 0.409188 0.756836 1.701266 5.349797 51.684378
2025-04-20 00:00:00+00:00 0.161337 0.248173 0.406579 0.765187 1.773346 5.948603 75.400077
2025-04-27 00:00:00+00:00 0.157608 0.244351 0.404679 0.774971 1.852822 6.655477 117.570095
2025-05-04 00:00:00+00:00 0.152264 0.237323 0.395944 0.767337 1.874794 7.074632 164.581254